A sixth order tridiagonal finite difference method for non-linear two-point boundary value problems

We present a new sixth order finite difference method for the second order differential equationy=f(x,y) subject to the boundary conditionsy(a)=A,y(b)=B. An interesting feature of our method is that each discretization of the differential equation at an interior grid point is based onfive evaluations off; the classical second order method is based on one and the well-known fourth order method of Noumerov is based on three evaluations off. In case of linear differential equations, our finite difference scheme leads to tridiagonal linear systems. We establish, under appropriate conditions, the sixth order convergence of the finite difference method. Numerical examples are considered to demonstrate computationally the sixth order of the method.     

Zur Existenz von Lösungen gewisser Randwertaufgaben

Summary With the aid of some known results about integral equations of the Hammerstein type there is proofed an existence theorem for the following class of boundary value problems–y–l ₂ y=f(x,y),y(a)=y(b)=0,l ₂>0 mit|f(x, y)|<=l ₁ |y|+l ₃ (x),l ₁ >=0,l ₃ (x)>0. The existence range is determined by the greatest eigenvalue of some linear problem.     

Convergence of linear multistep methods for differential equations with discontinuities

Summary A new stability functional is introduced for analyzing the stability and consistency of linear multistep methods. Using it and the general theory of [1] we prove that a linear multistep method of design orderqp1 which satisfies the weak stability root condition, applied to the differential equationy (t)=f (t, y (t)) wheref is Lipschitz continuous in its second argument, will exhibit actual convergence of ordero(h ^p–1) ify has a (p–1)th derivativey ^(p–1) that is a Riemann integral and ordero(h ^p) ify ^(p–1) is the integral of a function of bounded variation. This result applies for a functiony taking on values in any real vector space, finite or infinite dimensional.This work was supported by Grant GJ-938 from the National Science Foundation     

Finite difference methods and their convergence for a class of singular two point boundary value problems

Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x y)=f(x,y), y(0)=A, y(1)=B, 0<<1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all (0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM ₁ based on just one evaluation off. For uniform mesh we obtain two methodsM ₂ andM ₃ each based on three evaluations off. For =0,M ₁ andM ₂ both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h ²)-convergence established and illustrated by numerical examples.     

Return probabilities for random walk on a half-line

A random walk with reflecting zone on the nonnegative integers is a Markov chain whose transition probabilitiesq(x, y) are those of a random walk (i.e.,q(x, y)=p(y–x)) outside a finite set {0, 1, 2,...,K}, and such that the distributionq(x,·) stochastically dominatesp(·–x) for everyx{0, 1, 2,..., K}. Under mild hypotheses, it is proved that when xp _x>0, the transition probabilities satisfyq ⁿ(x, y)C_xyR^–nn^–3/2 asn, and when xp _x=0,q ⁿ(x, y)C_xyn^–1/2.Supported by National Science Foundation Grant DMS-9307855.     

Existence of global solutions with prescribed asymptotic behavior for nonlinear ordinary differential equations

Summary Conditions are given for the nonlinear differential equation (1)L _n y+f(t, y, ..., ...,y ^(n–1)=0to have solutions which exist on a given interval [t₀, )and behave in some sense like specified solutions of the linear equation (2)L _n z=0as t.The global nature of these results is unusual as compared to most theorems of this kind, which guarantee the existence of solutions of (1)only for sufficiently large t. The main theorem requires no assumptions regarding oscillation or nonoscillation of solutions of (2).A second theorem is specifically applicable to the situation where (2)is disconjugate on [t ₀, ),and a corollary of the latter applies to the case where Lz=z ⁿ.     

A Petrov‐Galerkin method with quadrature for semi‐linear second‐order hyperbolic problems

We propose and analyze a Crank–Nicolson quadrature Petrov–Galerkin (CNQPG) ‐spline method for solving semi‐linear second‐order hyperbolic initial‐boundary value problems. We prove second‐order convergence in time and optimal order H² norm convergence in space for the CNQPG scheme that requires only linear algebraic solvers. We demonstrate numerically optimal order H^k, k = 0,1,2, norm convergence of the scheme for some test problems with smooth and nonsmooth nonlinearities. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Finite difference methods for two-point boundary value problems involving high order differential equations

We discuss the construction of finite difference schemes for the two-point nonlinear boundary value problem:y ⁽²ⁿ⁾+f(x,y)=0,y ^(2j)(a)=A _2j ,y ^(2j)(b)=B _2j ,j=0(1)n–1,n2. In the case of linear differential equations, these finite difference schemes lead to (2n+1)-diagonal linear systems. We consider in detail methods of orders two, four and six for two-point boundary value problems involving a fourth order differential equation; convergence of these methods is established and illustrated by numerical examples.     

Zur Aufllösung linearer homogener Differentialgleichungen 2. Ordnung

Summary By the transformationy(x)=v(u),u = exp (–G(x) dx) dx the differential equationDy+G(x)y+H(x)y=0 turns toT(u) ² v ^**+H v=0, wherev ^** signifiesd ² v/du ², andu=du/dx andH=H(x) should be expressed as functions ofu.From the solutionv(u) ofT follows immediately the solutiony(x) ofD, and vice versa.In this paper there are treated some of the types of differential equations, that may be solved by this method.     

An endpoint estimate for maximal multilinear singular integral operators

A weak type endpoint estimate for the maximal multilinear singular integral operator T*Af(x)=supε＞0|(f)(x-y)＞ε (Ω(x-y)/(|x-y|(n 1)))(A(x)-A(y)-▽A(y)(x-y))f(y)dy| is established, where Ω is homogeneous of degree zero, integrable on the unit sphere and has vanishing moment of order one, and A has derivatives of order one in BMO(Rn). A regularity condition on Ω which implies an LlogL type estimate of T*A is given.     

Integration of iterated integrals by multistep methods

Linear multistep methods with looking ahead points are discussed for the class of initial value problems:d ^r y/d x ^r =f(x). Upper bounds for the error order implied by the condition of stability are given for methods involving (i)f(x) only and (ii) bothf(x) andf(x). The methods discussed are more general than those treated by Dahlquist. It is seen that in case (i) the bounds depend uponr while in case (ii) these are independent ofr.Part of this work was carried out while the author held a postdoctoral fellowship at Dalhousie University.     

A BMO estimate for the multilinear singular integral operator

The behavior on the space L∞((R)n) for the multilinear singular integral operator defined by TAf(x)=∫Rn Ω(x-y)/|x-y|n 1(A(x)-A(y)-(△)A(y)(x-y))f(y)dy is considered, where Ω is homogeneous of degree zero, integrable on the unit sphere and has vanishing moment of order one, A has derivatives of order one in BMO((R)n). It is proved that if Ω satisfies some minimum size condition and an L1-Dini type regularity condition, then for f ∈ L∞((R)n), TAf is either infinite almost everywhere or finite almost everywhere, and in the latter case, TAf ∈ BMO((R)n).     

A Tensor product generalized ADI method for the method of planes

We consider solving separable, second order, linear elliptic prtial differential equations in three independent variables. If the partial differential opertor separates into two terms, one depending on x and y, and one depending on z, then we use the method of planes to obtain a discrete problem, which we write in tensor product from as We apply a new interative method, the tensor product generalized alternating direction implicit method, to solve the discrete problem. We study a specific implementation that uses Hermite bicubic collocation in the xy direction and symmetric finite differences in the z direction. We demostrate that this method is a fast and accurate way to solve the large linear systems arising from three-dimensional elliptic problems.     

A note on the multilinear singular integral operators

Lp(Rn) boundedness is considered for the multilinear singular integral operator defined by TAf(x) = ∫Rn Ω(x - y)/|x - y|n 1 (A(x) - A(y) - (△)A(y)(x - y))f(y)dy,where Ω is homogeneous of degree zero, integrable on the unit sphere and has vanishing moment of order one. A has derivatives of order one in BMO(Rn). We give a smoothness condition which is fairly weaker than that Ω∈ Lipα(Sn-1) (0 ＜α≤ 1) and implies the Lp(Rn) (1 ＜ p ＜ oo) boundedness for the operator TA. Some endpoint estimates are also established.     

Line method approximations to the Cauchy problem for nonlinear parabolic differential equations

Summary The Cauchy problemu _t =f(x, t, u, u _x , u _xx ),u(x, o)=(x),xR, is treated with the longitudinal method of lines. Existence, uniqueness, monotonicity and convergence properties of the line method approximations are investigated under the classical assumption that satisfies an inequality |(x)|<=conste ^{Bx 2} . We obtain generalizations of the works of Kamynin [4], who got similar results in the case of the one dimensional heat equation when is allowed to grow likee ^{Bx 2–}, >0, and of Walter [11], who proved convergence in the case of nonlinear parabolic differential equations under the growth condition |(x)|<=conste ^B |x|     

On the general solution of a nonsymmetric partial difference functional equation analogous to the wave equation

We give the general solution of the nonsymmetric partial difference functional equationf(x + t,y) + f(x – t,y) – 2f(x,y)/t ² =f(x,y + s) + f(x,y – s) – 2f(x,y)/s ² (N) analogous to the well-known wave equation ( ²/x ² – ²/y ²)f(x,y) = 0 with the aid of generalized polynomials when no regularity assumptions are imposed onf. The result is as follows. Theorem.Let R be the set of all real numbers. A function f: R × R R satisfies the functional equation (N)for all x, y R, s, t R\{0}, and s t if and only if there exist

Symmetries of the WDVV Equations

We investigate the symmetry structure of the WDVV equations. We obtain an r-parameter group of symmetries, where r= (n ²+7n+4)+n/2. Moreover, it is proved that for n=3 and n=4 these comprise all symmetries. We determine a subgroup, which defines an SL₂-action on the space of solutions. For the special case n=3 this action is compared to the SL₂-symmetry of the Chazy equation. We construct similar solutions in the cases n=4 and n=5.     

The Mortar Element Method with Locally Nonconforming Elements

We consider a discretization of linear elliptic boundary value problems in 2-D by the new version of the mortar finite element method which uses locally nonconforming Crouzeix-Raviart elements. We show that if a solution of the original differential problem belongs to the space H ²(), then an error is of the same order as in the standard nonconforming finite element method. We also propose an additive Schwarz method of solving the discrete problem and show that its rate of convergence is almost optimal.     

The curve selection lemma and the Morse–Sard theorem

We use an inequality due to Bochnak and Lojasiewicz, which follows from the Curve Selection Lemma of real algebraic geometry in order to prove that, given a C ^r function , we have

L^2（R^n） Boundedness for a Class of Multilinear Singular Integral Operators

The L^2(R^n) boundedness for the multilinear singular integral operators defined by TAf(x)=∫R^nΩ（x-y）/|x-y|^n 1(A(x)-A(y)-△↓A(y)(x-y))f(y)dy is considered,where Ω is homogeneous of degree zero,integrable on the unit sphere and has vanishing moment of order one,A has derivatives of order one in BMO(R^n） boundedness for the multilinear operator TA is given.